Trace-penalty minimization for large-scale eigenspace computation

DOI10.1007/s10915-015-0061-0zbMath1373.65026MaRDI QIDQ2398478

Chao Yang, Xin Liu, ZaiWen Wen, Yin Zhang

Publication date: 16 August 2017

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.309.7240

zbMATH Keywords

complexity; numerical example; gradient methods; eigenvalue computation; steepest descent minimization; exact quadratic penalty approach; large-scale matrix pencil

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65K05: Numerical mathematical programming methods

90C06: Large-scale problems in mathematical programming

65Y20: Complexity and performance of numerical algorithms

15A22: Matrix pencils

Uses Software

• LAPACK
• ScaLAPACK
• PRIMME
• BLOPEX
• ARPACK
• KSSOLV
• PARSEC
• lobpcg.m